All three of these works portray individuals victimized by social injustices and prejudices, though it must be noted that Othello and The Duchess of Malfi, being tragedies, do this quite differently from a satire like Candide.
In Othello, the titular character's own tragic flaws are aggravated by the racial and cultural alienation he experiences. Othello is insecure regarding his marriage to Desdemona: she is young and white while he is an older Black man from a non-Christian culture. Society views their union with incredulity at best and disgust at worst. As a result, he occupies a tenuous social position: though he is respected as a military leader, his Moorish origins make him an outsider. When Iago stokes Othello's jealousy, he is also taking advantage of Othello's fears as an outsider, leading to the play's ultimate tragedy.
In a similar vein, The Duchess of Malfi crosses social injustice with personal downfall. The Duchess dares to act against the misogyny of her society by both exercising political power and having a personal life as wife and mother. Her secret second marriage not only goes against her brothers' wishes that she never remarry, but also violates class boundaries since she marries her steward. When all is discovered, the Duchess is kidnapped, tortured, and killed by her own family. Like Othello, she allows herself dignity in the end, affirming her identity as "Duchess of Malfi still."
Both of the aforementioned tragedies also provide some posthumous justice for their central figures: Iago is arrested and will presumably be put to death, while the Duchess's brothers meet grisly ends as is standard in Jacobean revenge tragedy. However, Candide deals with its social themes differently because it is a satire. It has a more cynical view of the world, in which even justice on a personal scale seems elusive. Women like Cunegonde are sexually exploited are by both criminals and aristocrats. Freethinkers are persecuted by religious institutions. Those from the upper classes exploit those from the lower. Candide sees so much injustice and unlike Othello or the Duchess, very little justice is meted out to the villainous characters. By the end, Candide resigns himself to the imperfection of the world and chooses to retire in a modest home with a garden, emphasizing the need for the individual to see the world clearly for there to be any change, even if such change only exists on the individual level.